VICR Options History — February 2009 In February 2009, VICR traded between $4.28 and $5.36. ATM implied volatility averaged 94.1%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded below realized volatility by 19.6% (HV 20d: 113.7%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2009-02-12 : Highest Volume — 20 contracts2009-02-17 : Largest IV spike — 9.6% change2009-02-17 : Highest IV Rank — 46.6%2009-02-06 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $4.84 $4.28 $5.36 $5.05 $4.60 ATM IV 94.1% 88.6% 98.8% 93.0% 94.1% Expected Move 27.3% 25.6% 28.7% 26.7% 27.0% HV 20d 113.7% 98.8% 122.7% 119.6% 98.8% HV 60d 124.3% 113.5% 131.2% 130.8% 113.5% IV Rank 43.4% 39.6% 46.6% 42.6% 43.4% IV Percentile 85.6% 77.4% 92.9% 84.5% 83.3% Term Structure -1.0% -5.5% 5.3% 1.4% 0.3% Skew 25d 11.4% -4.0% 36.9% 6.1% 23.7% Skew 10d 18.5% -19.8% 61.6% 17.9% 28.0% Call IV 25d 78.5% 61.5% 92.9% 81.5% 68.5% Put IV 25d 89.9% 84.2% 116.4% 87.6% 92.2% Bid-Ask Spread % 33.06 23.74 69.38 37.42 34.23 Gamma HHI 0.39 0.36 0.48 0.37 0.42 Net GEX 6.7K 4.5K 8.6K 7.2K 5.9K Net DEX -322.5K -470.0K -161.7K -379.7K -249.2K Net VEX -2.1K -2.7K -1.5K -2.5K -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.789 0 20 0 0 Total OI 3,316.789 3,310 3,331 3,310 3,331
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2009-02-02 $5.05 $0.00 93.0% 26.7% 119.6% 42.6% 0.0% 6.1% 1.4% 7.2K -379.7K -2.5K 0.00 37.42 N/A N/A 0 0 2,982 328 2009-02-03 $5.29 $0.00 98.5% 28.3% 119.9% 46.4% 0.0% 12.6% -4.8% 8.3K -453.2K -2.7K 0.00 34.54 N/A N/A 0 0 2,982 328 2009-02-04 $4.79 $0.00 89.3% 25.6% 122.0% 40.1% 0.0% -3.2% 5.3% 6.7K -328.9K -2.3K 0.00 40.40 N/A N/A 0 0 2,982 328 2009-02-05 $4.90 $0.00 93.5% 26.8% 122.1% 43.0% 0.0% -4.0% -0.2% 7.2K -357.0K -2.4K 0.00 35.96 N/A N/A 0 0 2,982 328 2009-02-06 $5.32 $0.00 90.7% 28.7% 122.7% 41.0% 0.0% 3.6% -5.2% 8.4K -460.3K -2.7K 0.00 45.90 N/A N/A 0 0 2,982 328 2009-02-09 $5.36 $0.00 94.1% 28.2% 118.3% 43.4% 0.0% 12.4% -3.2% 8.6K -470.0K -2.6K 0.00 69.38 N/A N/A 0 0 2,982 328 2009-02-10 $4.85 $0.00 90.1% 26.7% 118.9% 40.6% 0.0% -0.2% -0.5% 6.9K -338.6K -2.2K 0.00 28.60 N/A N/A 0 0 2,982 328 2009-02-11 $4.83 $0.00 88.6% 26.5% 118.4% 39.6% 0.0% 0.7% 2.2% 6.8K -325.7K -2.2K 0.00 25.18 N/A N/A 0 0 2,982 328 2009-02-12 $4.84 $0.00 93.7% 26.9% 117.7% 43.1% 0.0% 1.1% 0.2% 6.8K -329.5K -2.2K 0.00 24.67 N/A N/A 0 20 2,982 328 2009-02-13 $5.16 $0.00 90.2% 25.9% 113.4% 40.7% 0.0% 11.7% 3.1% 7.7K -395.2K -2.4K 0.00 24.52 N/A N/A 0 0 2,982 338 2009-02-17 $4.73 $0.00 98.8% 28.3% 117.8% 46.6% 0.0% -3.5% -2.9% 6.4K -295.1K -2.1K 0.00 23.74 N/A N/A 0 0 2,982 338 2009-02-18 $4.66 $0.00 97.7% 28.0% 112.2% 45.9% 0.0% 26.9% -4.3% 6.2K -281.4K -2.0K 0.00 27.09 N/A N/A 0 0 2,982 338 2009-02-19 $4.72 $0.00 93.0% 26.6% 103.4% 42.6% 0.0% 26.6% 0.6% 6.3K -280.5K -2.0K 0.00 25.62 N/A N/A 0 0 2,982 338 2009-02-20 $4.63 $0.00 94.4% 27.1% 100.4% 43.6% 0.0% 27.7% 0.9% 6.2K -277.9K -1.9K 0.00 31.97 N/A N/A 0 0 2,982 338 2009-02-23 $4.28 $0.00 97.7% 28.0% 102.6% 45.8% 0.0% 36.9% -4.7% 4.5K -161.7K -1.5K 0.00 36.00 N/A N/A 0 0 2,982 338 2009-02-24 $4.86 $0.00 94.0% 26.9% 111.6% 43.3% 0.0% 0.0% 0.8% 6.5K -291.4K -2.0K 0.00 28.27 N/A N/A 7 0 2,982 338 2009-02-25 $4.55 $0.00 98.8% 28.3% 112.8% 46.6% 0.0% 14.7% -2.1% 5.6K -237.3K -1.8K 0.00 30.77 N/A N/A 7 0 2,989 338 2009-02-26 $4.50 $0.00 97.8% 28.0% 107.0% 45.9% 0.0% 12.1% -5.5% 5.4K -215.1K -1.7K 0.00 23.92 N/A N/A 0 0 2,993 338 2009-02-27 $4.60 $0.00 94.1% 27.0% 98.8% 43.4% 0.0% 23.7% 0.3% 5.9K -249.2K -1.8K 0.00 34.23 N/A N/A 0 0 2,993 338
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